+167.1%
P vs COMP
+309.8%
-142.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -8.2% | -8.2% | -15.3% |
| 7D | -31.9% | -1.8% | -30.1% | -31.7% |
| 30D | -36.5% | -0.8% | -35.8% | -36.6% |
| 3M | +11.6% | -28.1% | +39.7% | +16.4% |
| 6M | +25.2% | +27.0% | -1.8% | +19.5% |
| YTD | +39.4% | -12.8% | +52.2% | +39.2% |
| 1Y | -3.7% | +4.9% | -8.6% | -6.4% |
| All | +167.1% | +309.8% | -142.7% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling